By Associate Professor Feng Chen

Journal articles

Chen F; Hall P, 2013, 'Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling', Journal of Applied Probability, 50, pp. 1006 - 1024, http://dx.doi.org/10.1017/s0021900200013760

Chen Y; Chen F; Gunnell D; Yip PSF, 2013, 'The impact of media reporting on the emergence of charcoal burning suicide in Taiwan', PLoS One, 8, pp. e55000, http://dx.doi.org/10.1371/journal.pone.0055000

Chen F; Shen J; Yu H, 2012, 'A New Spectral Element Method for Pricing European Options Under the Black–Scholes and Merton Jump Diffusion Models', Journal of Scientific Computing, 52, pp. 499 - 518, http://dx.doi.org/10.1007/s10915-011-9556-5

Chen F, 2011, 'Maximum local partial likelihood estimators for the counting process intensity function and its derivatives', Statistica Sinica, 21, pp. 107 - 128, http://www3.stat.sinica.edu.tw/statistica/j21n1/J21N14/J21N14.html

Chen F; Yip PS; Lam KF, 2011, 'On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives', Scandinavian Journal of Statistics, 38, pp. 631 - 649, http://dx.doi.org/10.1111/j.1467-9469.2011.00733.x

Cheng Q; Chen F; Yip PS, 2011, 'The Foxconn suicides and their media prominence: is the Werther Effect applicable in China?', BMC Public Health, 11, pp. 11pp, http://dx.doi.org/10.1186/1471-2458-11-841

Chen Y; Chen F; Yip PS, 2011, 'The impact of media reporting of suicide on actual suicides in Taiwan, 2002-05', Journal of Epidemiology and Community Health, 65, pp. 934 - 940, http://dx.doi.org/10.1136/jech.2010.117903

Yip PSF; Watson R; Chan KS; Lau EHY; Chen F; Xu Y; Xi L; Cheung DYT; Ip BYT; Liu D, 2010, 'Estimation of the number of people in a demonstration', Australian and New Zealand Journal of Statistics, 52, pp. 17 - 26, http://dx.doi.org/10.1111/j.1467-842x.2009.00562.x

Lin H; Yip PS; Chen F, 2009, 'Estimating the population size for a multiple list problem with an open population', Statistica Sinica, 19, pp. 177 - 196, http://www3.stat.sinica.edu.tw/sstest/oldpdf/A19n19.pdf

Chen F; Huggins RM; Yip PSF; Lam E, 2008, 'Local polynomial estimation of Poisson intensities in the presence of reporting delays', Journal of the Royal Statistical Society Series C - Applied Statistics, 57, pp. 447 - 459

Chen F; Huggins RM; Yip PS; Lam KF, 2008, 'Nonparametric estimation of multiplicative counting process intensity functions with an application to the Beijing SARS epidemic', Communications in Statistics - Theory and Methods, 37, pp. 294 - 306

Feng C; Zhu J; Li Z, 2008, 'Upper bounds for the ruin probabilities of the entrance-based risk model', Communications in Statistics - Theory and Methods, 37, pp. 2634 - 2652, http://dx.doi.org/10.1080/03610920801942447

Li Z; Zhu J; Feng C, 2005, 'Study of a risk model based on the entrance process', Statistics and Probability Letters, 72, pp. 1 - 10, http://dx.doi.org/10.1016/j.spl.2004.10.028

Conference Papers

Tan WH; Chen F, 2022, 'On the Choice of Functionals Obtained from the Predictive Distribution of Future Retweet Counts', Pahang, Malaysia, presented at 3rd International Conference on Applied & Industrial Mathematics and Statistics 2022, Pahang, Malaysia, 24 August 2022 - 26 August 2022

Park J; Chen F; Shen J, 2008, 'MODELING AND SIMULATION OF SWITCHINGS IN FERROELECTRIC LIQUID CRYSTALS', in DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, AMER INST MATHEMATICAL SCIENCES-AIMS, TX, Univ Texas, Arlington, pp. 1419 - 1440, presented at 7th AIMS International Conference on Dynamical Systems, Differential Equations and Applications, TX, Univ Texas, Arlington, 18 May 2008 - 21 May 2008, http://dx.doi.org/10.3934/dcds.2010.26.1419

Conference Presentations

Chen F, 2007, 'Local Polynomial Estimation of Counting Process Intensities', presented at 56th Session of the ISI, Lisbon, Portugal

Software / Code

Stindl T, 2018, Multivariate Renewal Hawkes Process, CRAN, R Package, Published: 15 August 2018, Software / Code, https://cran.r-project.org/web/packages/MRHawkes/index.html

Stindl T, 2017, Renewal Hawkes Process, CRAN, R Package, Published: 16 November 2017, Software / Code, https://cran.r-project.org/web/packages/RHawkes/index.html

Chen F, 2016, Inhomogeneous Self-Exciting Process, CRAN, R package, Published: 18 August 2016, Software / Code, https://cran.r-project.org/package=IHSEP

Chen F, 2015, Fitting a CoxSEI Model, CRAN, R package, Published: 04 February 2015, Software / Code, https://cran.r-project.org/package=coxsei

Chen F, 2014, Integral of B-Spline Functions, CRAN, R package, Published: 14 April 2014, Software / Code, https://cran.r-project.org/package=ibs

Chen F, 2012, Local polynomial estimators of intensity function or its derivatives, CRAN, R package, Published: 25 September 2012, Software / Code, https://cran.r-project.org/package=lpint

Preprints

Lambe JJ; Chen F; Stindl T; Kwan T-KJ, 2026, Neural Networks for Parameter Estimation of the Discretely Observed Hawkes Process, http://dx.doi.org/10.48550/arxiv.2506.01258

Lambe JJ; Chen F; Stindl T; Kwan T-KJ, 2026, Parametric inference for the discretely observed multivariate Hawkes process using particle Markov Chain Monte Carlo, http://dx.doi.org/10.48550/arxiv.2503.18351

Kwan T-KJ; Chen F; Dunsmuir W, 2024, Likelihood inference of the non-stationary Hawkes process with non-exponential kernel, http://dx.doi.org/10.48550/arxiv.2408.09710

Chen F; Kwan J; Stindl T, 2024, Estimating the Hawkes process from a discretely observed sample path, http://dx.doi.org/10.48550/arxiv.2401.11075

Xuan H; Maestrini L; Chen F; Grazian C, 2023, Stochastic Variational Inference for GARCH Models, http://dx.doi.org/10.48550/arxiv.2308.14952

Stindl T; Chen F, 2022, Stochastic declustering of earthquakes with the spatiotemporal RETAS model, http://dx.doi.org/10.48550/arxiv.2207.01816

Stindl T; Chen F, 2021, Spatiotemporal ETAS model with a renewal main-shock arrival process, http://dx.doi.org/10.48550/arxiv.2112.07861

Chen F; Tan WH, 2018, Marked Self-Exciting Point Process Modelling of Information Diffusion on Twitter, http://dx.doi.org/10.48550/arxiv.1802.09304

Xuan H; Maestrini L; Chen F; Grazian C, Stochastic Variational Inference for GARCH Models, http://dx.doi.org/10.21203/rs.3.rs-3229376/v1

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